Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.663 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 50793.31 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45240.79 Kr¶

PnL: ---------------------------------------> -336.8 Kr¶

DD now: ---------------------------------> -4.381 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:24:30.119784'

Anic Portfolio¶

Today¶

Return: 0.083 %¶

This Week¶

Return: 0.083 %¶

Total portfolio value¶

Return including deposits: 66.284 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.560000 3433.300000 22.100000 0.650000 3411.200000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Hexatronic Group 15 2.940000 1081.800000 14.100000 1.320000 1067.700000
Platzer Fastigheter Holding B 12 -0.370000 958.800000 9.600000 1.010000 949.200000
Sagax B 4 -1.060000 892.800000 9.600000 1.090000 883.200000
Atrium Ljungberg B 5 0.170000 910.000000 8.500000 0.940000 901.500000
Vitec Software Group B 2 -1.600000 1108.000000 7.000000 0.640000 1101.000000
Orrön Energy 170 -2.820000 2047.650000 6.800000 0.330000 2040.850000
BHG Group 109 -4.940000 1425.720000 6.540000 0.460000 1419.180000
OX2 12 -2.500000 912.000000 5.400000 0.600000 906.600000
Latour B 4 -2.450000 859.200000 5.200000 0.610000 854.000000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
ASSA ABLOY B 4 -0.990000 995.600000 4.800000 0.480000 990.800000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
JM 7 -1.240000 949.900000 2.100000 0.220000 947.800000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
SKF B 5 -1.240000 979.250000 1.250000 0.130000 978.000000
EQT 4 -1.540000 872.000000 1.200000 0.140000 870.800000
BioGaia B 8 -1.570000 903.200000 0.800000 0.090000 902.400000
Byggmax Group 33 -1.480000 965.580000 0.660000 0.070000 964.920000
Catena 2 0.250000 804.000000 0.400000 0.050000 803.600000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
VEF 788 -0.330000 1897.500000 0.000000 0.000000 1897.504000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Biotage 1 -6.970000 146.800000 -0.700000 -0.470000 147.500000
Hennes & Mauritz B 6 -1.340000 907.920000 -2.040000 -0.220000 909.960000
Alimak Group 12 -0.480000 1000.800000 -3.600000 -0.360000 1004.400000
Gränges 10 3.720000 1032.000000 -4.000000 -0.390000 1036.000000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.760000 670.800000 -6.200000 -0.920000 677.000001
Investor B 3 -0.990000 648.300000 -9.700000 -1.470000 657.999999
Balco Group 39 -3.070000 1788.150000 -86.850000 -4.630000 1874.999997
Sedana Medical 93 -3.850000 2598.420000 -385.160000 -12.910000 2983.577733
TOTAL 45240.790000 -336.800000 -4.38069% 45577.591729

Updated:¶

'2023-06-19 11:24:47.960931'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶